Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.713 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52332.53 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45967.58 Kr¶

PnL: ---------------------------------------> -755.02 Kr¶

DD now: ---------------------------------> -1.483 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 15:53:49.315865'

Anic Portfolio¶

Today¶

Return: -0.392 %¶

This Week¶

Return: -1.383 %¶

Total portfolio value¶

Return including deposits: 71.323 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.380000 4509.000000 189.000000 4.380000 4320.000000
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 4.300000 665.420000 26.420000 4.130000 638.999984
NCC B 7 2.660000 662.200000 8.200000 1.250000 653.999997
SynAct Pharma 9 0.560000 648.900000 3.900000 0.600000 645.000003
Nolato B 12 0.560000 649.200000 3.600000 0.560000 645.600000
Eastnine 6 0.180000 660.000000 3.000000 0.460000 657.000000
Addnode Group B 6 0.000000 750.000000 0.000000 0.000000 750.000000
SCA A 4 -0.660000 598.400000 -0.600000 -0.100000 599.000000
Sdiptech B 3 1.330000 820.800000 -1.200000 -0.150000 822.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
BONESUPPORT HOLDING 10 -0.240000 1222.000000 -2.000000 -0.160000 1224.000000
Biotage 4 -0.530000 600.800000 -2.200000 -0.360000 603.000000
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Addtech B 3 0.000000 697.200000 -2.800000 -0.400000 699.999999
Investor B 3 -0.570000 651.750000 -3.750000 -0.570000 655.500000
Latour B 2 -0.040000 445.200000 -3.800000 -0.850000 449.000000
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
Balco Group 39 1.800000 1870.050000 -4.950000 -0.260000 1874.999997
Embracer Group B 26 0.840000 655.590000 -6.410000 -0.970000 661.999988
Humana 40 0.120000 662.400000 -11.600000 -1.720000 674.000000
Indutrade 5 -0.500000 1306.500000 -13.500000 -1.020000 1320.000000
Fortnox 10 -1.010000 648.400000 -19.600000 -2.930000 668.000000
Lime Technologies 2 3.490000 564.000000 -29.000000 -4.890000 593.000000
Vitrolife 3 -1.100000 646.200000 -30.800000 -4.550000 677.000001
Volati 5 0.190000 541.000000 -33.000000 -5.750000 574.000000
Xvivo Perfusion 3 -1.640000 810.000000 -35.000000 -4.140000 845.000001
Lundin Gold 7 -1.790000 924.000000 -50.000000 -5.130000 973.999999
Creades A 7 -8.740000 558.950000 -52.050000 -8.520000 610.999998
Ambea 68 -0.920000 2477.920000 -59.080000 -2.330000 2537.000032
Investor A 16 -0.590000 3483.200000 -61.800000 -1.740000 3545.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 -0.210000 3806.000000 -110.000000 -2.810000 3916.000000
Gaming Innovation Group 161 -1.560000 4073.300000 -114.700000 -2.740000 4187.999942
Bactiguard Holding B 37 -11.550000 2664.000000 -296.000000 -10.000000 2960.000000
TOTAL 45967.580000 -755.020000 -1.48309% 46722.599938

Updated:¶

'2023-06-09 15:54:06.632745'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶